+16.1%
JPM vs SOFI
-40.7%
+56.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.5% | +3.7% |
| 7D | +3.8% | +1.4% | +2.4% | +3.6% |
| 30D | +6.5% | +9.2% | -2.7% | +5.2% |
| 3M | -1.0% | -7.1% | +6.0% | -0.2% |
| 6M | +15.5% | +7.3% | +8.3% | +13.0% |
| YTD | +11.4% | -33.6% | +45.0% | +16.3% |
| 1Y | +16.1% | -40.8% | +56.9% | +23.0% |
| All | +16.1% | -40.7% | +56.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOFI.
Daily Out/Under-Performance
Portfolio return minus SOFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SOFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling